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Figure 4. Fast Fourier Transform, X-O classification task (n=12).
Table 3. Results from the FFT analysis and the BDS statistic.|
| Obs. TS | Obs. TS - SEr | Shuf. TS |
| FFT - flat or zero slope suggests - white noise | slope = -.254 | slope = -.244 | slope = -.077 |
| BDS - tests if the hypothesis of IID can be rejected | 9 z-scores > 1.96; p<.05> | 8 z-scores > 1.96; p<.05> | 1 z-score > 1.96; p<.05> |
Figure 5. Dimensionality Estimates (n=12) using Grassberger & Procaccia (1983)
algorithm (left) and Judd (1992, 1994) algorithm (right). Thin solid line
corresponds to the expected dimensionality estimate of white noise.
Figure 6. Predictability as prediction time increase (n=12), lag=1, Sugihara & May
(1990).
Table 4. Summary of Results.
During the intervening time, I have had the opportunity to apply the discussed tests to the remaining 11 participants' data sets. All but the dimensionality conclusions appear to be supported. The results from the dimensionality tests do not suggest a difference between the three file types and neither observed time series appears to have a dimensionality less than 7. Click here to return to the original conference paper.